Trading Metrics calculated at close of trading on 14-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
5,661.0 |
5,730.0 |
69.0 |
1.2% |
5,580.0 |
High |
5,742.0 |
5,752.0 |
10.0 |
0.2% |
5,688.0 |
Low |
5,654.0 |
5,691.5 |
37.5 |
0.7% |
5,513.5 |
Close |
5,725.0 |
5,713.0 |
-12.0 |
-0.2% |
5,637.0 |
Range |
88.0 |
60.5 |
-27.5 |
-31.3% |
174.5 |
ATR |
81.3 |
79.9 |
-1.5 |
-1.8% |
0.0 |
Volume |
92,614 |
102,093 |
9,479 |
10.2% |
501,515 |
|
Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,900.5 |
5,867.0 |
5,746.5 |
|
R3 |
5,840.0 |
5,806.5 |
5,729.5 |
|
R2 |
5,779.5 |
5,779.5 |
5,724.0 |
|
R1 |
5,746.0 |
5,746.0 |
5,718.5 |
5,732.5 |
PP |
5,719.0 |
5,719.0 |
5,719.0 |
5,712.0 |
S1 |
5,685.5 |
5,685.5 |
5,707.5 |
5,672.0 |
S2 |
5,658.5 |
5,658.5 |
5,702.0 |
|
S3 |
5,598.0 |
5,625.0 |
5,696.5 |
|
S4 |
5,537.5 |
5,564.5 |
5,679.5 |
|
|
Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,136.5 |
6,061.0 |
5,733.0 |
|
R3 |
5,962.0 |
5,886.5 |
5,685.0 |
|
R2 |
5,787.5 |
5,787.5 |
5,669.0 |
|
R1 |
5,712.0 |
5,712.0 |
5,653.0 |
5,750.0 |
PP |
5,613.0 |
5,613.0 |
5,613.0 |
5,631.5 |
S1 |
5,537.5 |
5,537.5 |
5,621.0 |
5,575.0 |
S2 |
5,438.5 |
5,438.5 |
5,605.0 |
|
S3 |
5,264.0 |
5,363.0 |
5,589.0 |
|
S4 |
5,089.5 |
5,188.5 |
5,541.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,752.0 |
5,573.5 |
178.5 |
3.1% |
71.5 |
1.3% |
78% |
True |
False |
89,634 |
10 |
5,752.0 |
5,513.5 |
238.5 |
4.2% |
74.5 |
1.3% |
84% |
True |
False |
97,826 |
20 |
5,752.0 |
5,435.0 |
317.0 |
5.5% |
86.5 |
1.5% |
88% |
True |
False |
106,539 |
40 |
5,752.0 |
5,050.0 |
702.0 |
12.3% |
77.5 |
1.4% |
94% |
True |
False |
73,300 |
60 |
5,752.0 |
5,050.0 |
702.0 |
12.3% |
65.0 |
1.1% |
94% |
True |
False |
48,890 |
80 |
5,752.0 |
4,744.0 |
1,008.0 |
17.6% |
67.5 |
1.2% |
96% |
True |
False |
36,687 |
100 |
5,752.0 |
4,744.0 |
1,008.0 |
17.6% |
66.0 |
1.2% |
96% |
True |
False |
29,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,009.0 |
2.618 |
5,910.5 |
1.618 |
5,850.0 |
1.000 |
5,812.5 |
0.618 |
5,789.5 |
HIGH |
5,752.0 |
0.618 |
5,729.0 |
0.500 |
5,722.0 |
0.382 |
5,714.5 |
LOW |
5,691.5 |
0.618 |
5,654.0 |
1.000 |
5,631.0 |
1.618 |
5,593.5 |
2.618 |
5,533.0 |
4.250 |
5,434.5 |
|
|
Fisher Pivots for day following 14-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
5,722.0 |
5,696.0 |
PP |
5,719.0 |
5,679.5 |
S1 |
5,716.0 |
5,663.0 |
|